+93.1%
CHRW vs RRX
+14.8%
+78.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.7% |
| 7D | +4.4% | -3.7% | +8.1% | +5.1% |
| 30D | +5.5% | -9.3% | +14.8% | +7.5% |
| 3M | -17.3% | -21.8% | +4.5% | -14.0% |
| 6M | -12.7% | -22.0% | +9.4% | -10.0% |
| YTD | -4.1% | +11.9% | -16.1% | -9.1% |
| 1Y | +21.2% | +11.6% | +9.6% | +14.2% |
| 3Y | +88.9% | +2.2% | +86.7% | +76.6% |
| 5Y | +93.1% | +14.9% | +78.2% | +69.9% |
| All | +93.1% | +14.8% | +78.3% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling